Epstein Secrets

d tradable processes that will not trade beyond certain pre- defined level(s). Ongoing research calibrates the model on historical data to maximize Sharpe ratio. 14 Month P/L 2011 2012 Jan 33,221 Feb 58,331 Mar -65,454 Apr 42,746 May -28,551 Jun 335 251,157 Jul 3,703 39,146 Aug 1

ategies ranging from taking, making and mean reverting on all major pairs. • FX Models With Very Successful Track Record ($10M+ +/annum), with live Sharpe ratios in excess of 7, trading more than 5 yards a day. • Prior to joining BGT in July - Bank of America Merrill Lynch, London as Systematic algori

wap Note Futures on LIFFE Exchange in London. • Self-taught Visual Basic, Python Programming and Trading Technologies Algo Design Lab. Experience Buttonwood Group Trading_LLC • Responsible for the double butterfly book in short term interest rate futures across the globe (US, UK, Europe, and Brazil in partic

ime horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) _Quantitative Strategist • Created an alpha model for a live high Pa and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across

and parallel processing in C++, Java; RDB and KM design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2012, Buttonwood Group, Chicago • Deployed and readied for production strategy Malachite, described below. October 2011 — August 2012, Independent work, IVC ■ Implemen

me horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) .Qmantitatitt Strategist • Created an alpha model for a live high P&L and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across

and parallel processing in C++, Java; RDB and KDB design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2012, Buttonwood Group, Chicago • Deployed and readied for production strategy Malachite, described below. October 2011 - August 2012, Independent work, IVC • Implemen

ime horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) Quantitative Strategist • Created an alpha model for a live high P&L and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across

and parallel processing in C++, Java; RDB and KDB design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2012, Buttonwood Group, Chicago • Deployed and readied for production strategy Malachite, described below. October 2011 — August 2012, Independent work, IVC ■ Implemen